Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 1/6/22 1 Month 0.10094 0.00347 3 Month 0.14113 0.00359 6 Month 0.26234 0.01365 12 Month 0.49388 0.02789 LIBOR 1/7/22 1 Month 0.10529 0.00158 3 Month 0.23614 0.02014 6 Month 0.37643 0.03357 12 Month 0.66171 0.05871 BSBY INDEX 1/7/22 1 Month...

Date Settles Change AMERIBOR 1/5/22 1 Month 0.10094 0.00309 3 Month 0.13754 0.00710 6 Month 0.24869 0.01854 12 Month 0.46599 0.03831 LIBOR 1/6/22 1 Month 0.10371 0.00171 3 Month 0.21600 -0.00957 6 Month 0.34286 0.00286 12 Month 0.60300 0.00671 BSBY INDEX 1/6/22 1...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 1/4/22 1 Month 0.10094 0.00192 3 Month 0.13044 0.00014 6 Month 0.23015 -0.00304 12 Month 0.42768 -0.01348 LIBOR 1/5/22 1 Month 0.10200 -0.00171 3 Month 0.22557 0.00957 6 Month 0.34000 -0.00286 12 Month 0.59629 -0.00671 BSBY INDEX 1/5/22 1...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 1/3/22 1 Month 0.10094 -0.00889 3 Month 0.13030 0.00304 6 Month 0.23319 0.01222 12 Month 0.44116 0.01548 LIBOR 1/4/22 1 Month 0.10371 0.00246 3 Month 0.21600 0.00687 6 Month 0.34286 0.00411 12 Month 0.60300 0.01987 BSBY INDEX 1/4/22 1...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 12/28/21 1 Month 0.10094 -0.00958 3 Month 0.12404 0.00711 6 Month 0.22161 0.02674 12 Month 0.42541 0.04538 LIBOR 12/29/21 1 Month 0.10425 0.00300 3 Month 0.22375 0.00587 6 Month 0.35438 0.01113 12 Month 0.58600 0.01887 BSBY INDEX 12/29/21...

Ameribor v. Libor v. Bsby v. Sofr

Date Settles Change AMERIBOR 12/22/21 1 Month 0.10094 -0.00214 3 Month 0.11698 0.00005 6 Month 0.19764 0.00277 12 Month 0.38497 0.00494 LIBOR 12/23/21 1 Month 0.10188 -0.00087 3 Month 0.21975 0.00837 6 Month 0.33638 0.01000 12 Month 0.56113 0.00775 BSBY INDEX 12/23/21...